+172.4%
RSPM vs SPY
+311.8%
-139.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -1.1% |
| 7D | -1.6% | -0.9% | -0.7% | -0.9% |
| 30D | +8.2% | -2.4% | +10.5% | +10.4% |
| 3M | -0.7% | -1.2% | +0.5% | +0.2% |
| 6M | +2.2% | +3.3% | -1.1% | -1.4% |
| YTD | +20.2% | +12.3% | +7.9% | +6.8% |
| 1Y | +27.5% | +12.4% | +15.1% | +13.1% |
| 3Y | +43.0% | +78.8% | -35.8% | -20.4% |
| 5Y | +25.5% | +75.2% | -49.6% | -29.0% |
| 10Y | +172.4% | +311.1% | -138.7% | -36.9% |
| All | +172.4% | +311.8% | -139.3% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling